+1,351.8%
QLD vs PFG
+195.7%
+1,156.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.7% |
| 7D | -10.3% | -0.6% | -9.6% | -9.7% |
| 30D | -26.1% | +2.0% | -28.1% | -27.1% |
| 3M | -17.8% | -3.2% | -14.6% | -16.3% |
| 6M | -15.6% | +10.9% | -26.5% | -22.9% |
| YTD | +5.4% | +28.8% | -23.5% | -14.0% |
| 1Y | +5.2% | +39.2% | -33.9% | -18.9% |
| 3Y | +139.4% | +75.0% | +64.4% | +56.1% |
| 5Y | +66.7% | +91.9% | -25.2% | +4.3% |
| All | +1,351.8% | +195.7% | +1,156.1% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling